Morgan Stanley Call 77.5 E3X1 12..../  DE000MC9LJ60  /

EUWAX
2/15/2021  9:50:11 PM Chg.- Bid9:59:22 PM Ask- Underlying Strike price Expiration date Option type
5.79EUR - 5.79
Bid Size: 1,000
-
Ask Size: -
EXPEDIA GRP INC. DL-... 77.50 - 3/12/2021 Call

Master data

WKN: MC9LJ6
Issuer: Morgan Stanley
Currency: EUR
Underlying: EXPEDIA GRP INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 77.50 -
Maturity: 3/12/2021
Issue date: 5/15/2020
Last trading day: 2/16/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.26
Leverage: Yes

Calculated values

Fair value: 5.54
Intrinsic value: 5.54
Implied volatility: 3.99
Historic volatility: 0.58
Parity: 5.54
Time value: 0.33
Break-even: 136.20
Moneyness: 1.72
Premium: 0.02
Premium p.a.: 3.37
Spread abs.: 0.08
Spread %: 1.36%
Delta: 0.90
Theta: -0.89
Omega: 2.04
Rho: 0.01
 

Quote data

Open: 5.69
High: 5.80
Low: 5.69
Previous Close: 5.80
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+7.82%
3 Months  
+34.97%
YTD  
+30.41%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 5.96 5.58
6M High / 6M Low: 5.96 1.64
High (YTD): 2/11/2021 5.96
Low (YTD): 1/27/2021 3.85
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   5.79
Avg. volume 1M:   0.00
Avg. price 6M:   3.53
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   55.37%
Volatility 6M:   130.23%
Volatility 1Y:   -
Volatility 3Y:   -